This invention relates to thermocouples and in particular to protective coverings for thermocouples. A common practice to obtain temperature measurements of metal in its molten state is to immerse the thermocouple in the molten metal. Such practice often results in a very short life of the thermocouple. To extend its life various metallic or non-metallic coatings have been applied thereto to protect it from the molten bath. However, this arrangement is not always satisfactory because a coating which is resistant to molten metal, for example refractory material, may tend to crack due to conditions encountered within the furnace, such as the temperature or movement of the molten metal. Another approach to prolong the life of a thermocouple has been to locate its heat sensing tip in the wall of the molten metal furnace and to extrapolate the temperature of the molten metal therefrom. This alleviates the problem to some extent. However, when the furnace wall in which the thermocouple is embedded is of carbonaceous material, as for example the carbon lining of an electrolytic aluminum production cell, a particularly acute problem arises. Carbon in contact with the encapsulating tube diffuses or migrates through the tube (refractory or metallic) and reacts with the wire forming the thermocouple, thereby adversely affecting its sensitivity and hence shortening its useful life.